Items where Author is "Hörmann, Wolfgang"

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Paper

Hörmann, Wolfgang and Leydold, Josef (2013) Generating Generalized Inverse Gaussian Random Variates. Research Report Series / Department of Statistics and Mathematics, 123. WU Vienna University of Economics and Business, Vienna.

Botts, Carsten and Hörmann, Wolfgang and Leydold, Josef (2011) Transformed Density Rejection with Inflection Points. Research Report Series / Department of Statistics and Mathematics, 110. WU Vienna University of Economics and Business, Vienna.

Sak, Halis and Hörmann, Wolfgang and Leydold, Josef (2010) Better Confidence Intervals for Importance Sampling. Research Report Series / Department of Statistics and Mathematics, 106. WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef and Sak, Halis (2009) Efficient Numerical Inversion for Financial Simulations. Research Report Series / Department of Statistics and Mathematics, 87. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Hörmann, Wolfgang (2009) Generating Generalized Inverse Gaussian Random Variates by Fast Inversion. Research Report Series / Department of Statistics and Mathematics, 95. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef (2009) Online Supplement to "Random Variate Generation by Numerical Inversion When Only the Density Is Known". Research Report Series / Department of Statistics and Mathematics, 91. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef (2009) Random Variate Generation by Numerical Inversion When Only the Density Is Known. Research Report Series / Department of Statistics and Mathematics, 90. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2009) Sampling from Linear Multivariate Densities. Research Report Series / Department of Statistics and Mathematics, 111. WU Vienna University of Economics and Business, Vienna.

Sak, Halis and Hörmann, Wolfgang and Leydold, Josef (2008) Efficient Risk Simulations for Linear Asset Portfolios. Research Report Series / Department of Statistics and Mathematics, 80. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang and Leydold, Josef (2008) Random Variate Generation by Numerical Inversion when only the Density Is Known. Research Report Series / Department of Statistics and Mathematics, 78. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2007) Importance Sampling to Accelerate the Convergence of Quasi-Monte Carlo. Research Report Series / Department of Statistics and Mathematics, 49. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef and Derflinger, Gerhard (2007) Inverse Transformed Density Rejection for Unbounded Monotone Densities. Research Report Series / Department of Statistics and Mathematics, 57. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef and Derflinger, Gerhard (2006) Automatic Random Variate Generation for Unbounded Densities. Research Report Series / Department of Statistics and Mathematics, 44. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2006) Black-Box Algorithms for Sampling from Continuous Distributions. Research Report Series / Department of Statistics and Mathematics, 39. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2006) A Note on Perfect Slice Sampling. Research Report Series / Department of Statistics and Mathematics, 29. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2006) A Note on the Folding Coupler. Research Report Series / Department of Statistics and Mathematics, 36. Department of Statistics and Mathematics, WU Vienna University of Economics and Business, Vienna.

Derflinger, Gerhard and Hörmann, Wolfgang (2005) Asymptotically Optimal Design Points for Rejection Algorithms. Preprint Series / Department of Applied Statistics and Data Processing, 54. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2005) Monte Carlo Integration Using Importance Sampling and Gibbs Sampling. Preprint Series / Department of Applied Statistics and Data Processing, 53. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (2005) New Importance Sampling Densities. Preprint Series / Department of Applied Statistics and Data Processing, 56. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2005) Quasi Importance Sampling. Preprint Series / Department of Applied Statistics and Data Processing, 57. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Tirler, Günter and Dalgaard, Peter and Hörmann, Wolfgang and Leydold, Josef (2003) An Error in the Kinderman-Ramage Method and How to Fix It. Preprint Series / Department of Applied Statistics and Data Processing, 48. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2003) Improved Perfect Slice Sampling. Preprint Series / Department of Applied Statistics and Data Processing, 49. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Hörmann, Wolfgang (2003) Smoothed Transformed Density Rejection. Preprint Series / Department of Applied Statistics and Data Processing, 51. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2002) Continuous Random Variate Generation by Fast Numerical Inversion. Preprint Series / Department of Applied Statistics and Data Processing, 45. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Derflinger, Gerhard and Tirler, Günter and Hörmann, Wolfgang (2001) An Automatic Code Generator for Nonuniform Random Variate Generation. Preprint Series / Department of Applied Statistics and Data Processing, 42. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (2001) Fast Generation of Order Statistics. Preprint Series / Department of Applied Statistics and Data Processing, 38. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (2001) A Note on the Performance of the "Ahrens Algorithm". Preprint Series / Department of Applied Statistics and Data Processing, 39. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Janka, Erich and Hörmann, Wolfgang (2001) Variants of Transformed Density Rejection and Correlation Induction. Preprint Series / Department of Applied Statistics and Data Processing, 37. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Leydold, Josef (2000) Automatic Random Variate Generation for Simulation Input. Preprint Series / Department of Applied Statistics and Data Processing, 33. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Bayar, Onur (2000) Modelling Probability Distributions from Data and its Influence on Simulation. Preprint Series / Department of Applied Statistics and Data Processing, 29. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Hörmann, Wolfgang (2000) Universal Algorithms as an Alternative for Generating Non-Uniform Continuous Random Variates. Preprint Series / Department of Applied Statistics and Data Processing, 31. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Leeb, Hannes and Hörmann, Wolfgang (1998) Higher-Dimensional Properties of Non-Uniform Pseudo-Random Variates. Preprint Series / Department of Applied Statistics and Data Processing, 25. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Hörmann, Wolfgang (1997) The Automatic Generation of One- and Multi-dimensional Distributions with Transformed Density Rejection. Preprint Series / Department of Applied Statistics and Data Processing, 20. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1997) An Automatic Generator for a Large Class of Unimodal Discrete Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 19. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hauser, Michael A. and Hörmann, Wolfgang (1997) The Generation of Stationary Gaussian Time Series. Preprint Series / Department of Applied Statistics and Data Processing, 17. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Leydold, Josef and Hörmann, Wolfgang (1997) A Sweep-Plane Algorithm for Generating Random Tuples in Simple Polytopes. Preprint Series / Department of Applied Statistics and Data Processing, 18. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1996) Rejection-Inversion to Generate Variates from Monotone Discrete Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 15. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1995) A Universal Generator for Bivariate Log-Concave Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 13. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hauser, Michael A. and Hörmann, Wolfgang and Kunst, Robert M. and Lenneis, Jörg (1994) A Note on Generation, Estimation and Prediction of Stationary Processes. Preprint Series / Department of Applied Statistics and Data Processing, 9. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1994) A Rejection Technique for Sampling from T-Concave Distributions. Preprint Series / Department of Applied Statistics and Data Processing, 11. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1994) The Transformed Rejection Method for Generation Random Variables, an Alternative to the Ratio of Uniforms Method. Preprint Series / Department of Applied Statistics and Data Processing, 10. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1994) Universal Generators for Correlation Induction. Preprint Series / Department of Applied Statistics and Data Processing, 12. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1993) A note on the quality of random variates generated by the ratio of uniforms method. Preprint Series / Department of Applied Statistics and Data Processing, 5. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1993) The quality of non-uniform random numbers. Preprint Series / Department of Applied Statistics and Data Processing, 7. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1993) A universal generator for discrete log-concave distributions. Preprint Series / Department of Applied Statistics and Data Processing, 8. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1992) The generation of binomial random variates. Preprint Series / Department of Applied Statistics and Data Processing, 1. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1992) New generators of normal and Poisson deviates based on the transformed rejection method. Preprint Series / Department of Applied Statistics and Data Processing, 4. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang and Derflinger, Gerhard (1992) A portable uniform random number generator well suited for the rejection method. Preprint Series / Department of Applied Statistics and Data Processing, 3. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

Hörmann, Wolfgang (1992) The transformed rejection method for generating Poisson random variables. Preprint Series / Department of Applied Statistics and Data Processing, 2. Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

This list was generated on Fri Nov 15 00:59:21 2019 CET.